Portfolio Manager, Coinbase Asset Management
Sarah Schroeder is a Portfolio Manager for Coinbase Asset Management, focused on quantitative strategy research and development applied to digital assets. With respect to markets, her professional expertise is in niche, low liquidity, emerging assets. In terms of strategies, her career has focused on systematic approaches to building investment strategies, modeling liquidity, hedging outsized risks, and valuing illiquid assets.
Ms. Schroeder was previously a portfolio manager at AQR Capital, where she oversaw systematic macro and trend strategies. In that role, she was primarily responsible for the firm’s alternative markets strategy and directional macro strategies. Her research focused in particular on esoteric markets and novel trend modelling techniques. She also worked on quantitative strategy development as part of Credit Suisse Asset Management’s Alternative Liquid Trading Strategies team prior to joining AQR.
Her career began with quantitative modeling for a boutique economic consulting company that specializes in intellectual property valuation. In that role, she advised clients on bespoke asset portfolios and how those might be monetized.
Sarah graduated from the University of California at San Diego with high honors and received a B.S. in Management Science from the economics department as well as a B.A. in Public Law. Sarah holds a Master’s in Financial Engineering from the University of California at Los Angeles.